Article ID: | iaor20021368 |
Country: | United States |
Volume: | 17 |
Issue: | 2 |
Start Page Number: | 109 |
End Page Number: | 120 |
Publication Date: | Jan 2001 |
Journal: | Communications in Statistics - Stochastic Models |
Authors: | Tanikawa Akio |
Keywords: | stochastic processes |
This paper is concerned with ergodic Markov chains satisfying a sequence of drift conditions that imply (f, r)-regularity of the chain, by which subgeometric ergodicity is ensured. An interesting exact trade-off result between the exponents of f and r for a special class of state space models by Tuominen and Tweedie is extended here from integers to real numbers for general Markov chains satisfying these drift conditions simultaneously as well as standard requirements for ergodic Markov chains. In Section 3, we will illustrate by the state space models that the utilization of these drift conditions is a very convenient way to show subgeometric ergodicity of Markov chains including the exact trade-off between the exponents of f and r.